Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 132.98 132.71 -0.27 -0.2% 131.26
High 133.29 132.89 -0.40 -0.3% 133.25
Low 132.90 131.55 -1.35 -1.0% 131.14
Close 132.96 131.76 -1.20 -0.9% 132.21
Range 0.39 1.34 0.95 243.6% 2.11
ATR 0.73 0.78 0.05 6.6% 0.00
Volume 41,466 210,283 168,817 407.1% 87,605
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 136.09 135.26 132.50
R3 134.75 133.92 132.13
R2 133.41 133.41 132.01
R1 132.58 132.58 131.88 132.33
PP 132.07 132.07 132.07 131.94
S1 131.24 131.24 131.64 130.99
S2 130.73 130.73 131.51
S3 129.39 129.90 131.39
S4 128.05 128.56 131.02
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 138.53 137.48 133.37
R3 136.42 135.37 132.79
R2 134.31 134.31 132.60
R1 133.26 133.26 132.40 133.79
PP 132.20 132.20 132.20 132.46
S1 131.15 131.15 132.02 131.68
S2 130.09 130.09 131.82
S3 127.98 129.04 131.63
S4 125.87 126.93 131.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.29 131.55 1.74 1.3% 0.91 0.7% 12% False True 64,662
10 133.29 130.35 2.94 2.2% 0.88 0.7% 48% False False 37,942
20 133.29 127.78 5.51 4.2% 0.72 0.5% 72% False False 21,396
40 133.29 126.01 7.28 5.5% 0.64 0.5% 79% False False 10,976
60 133.29 125.81 7.48 5.7% 0.57 0.4% 80% False False 7,380
80 133.29 123.76 9.53 7.2% 0.44 0.3% 84% False False 5,558
100 133.29 122.19 11.10 8.4% 0.36 0.3% 86% False False 4,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 138.59
2.618 136.40
1.618 135.06
1.000 134.23
0.618 133.72
HIGH 132.89
0.618 132.38
0.500 132.22
0.382 132.06
LOW 131.55
0.618 130.72
1.000 130.21
1.618 129.38
2.618 128.04
4.250 125.86
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 132.22 132.42
PP 132.07 132.20
S1 131.91 131.98

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These figures are updated between 7pm and 10pm EST after a trading day.

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